+264.9%
ICE vs LOW
+292.8%
-28.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +3.6% | +1.4% | +2.2% | +3.1% |
| 30D | +15.1% | +21.7% | -6.6% | +8.0% |
| 3M | +15.4% | +5.0% | +10.4% | +13.3% |
| 6M | +16.1% | +4.6% | +11.5% | +13.9% |
| YTD | +11.4% | -3.5% | +14.8% | +11.0% |
| 1Y | +18.5% | +0.5% | +17.9% | +16.3% |
| 3Y | +70.5% | +24.8% | +45.7% | +52.8% |
| 5Y | +40.9% | +6.5% | +34.5% | +31.0% |
| All | +264.9% | +292.8% | -28.0% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling